PROBABILITY AND MEASURE
Measures. Measurable functions and random variables. Integration. Inequalities and Lp spaces. Fourier transform. Gaussian random variables. Ergodic theory. Sums of independent random variables.
Probability and Measure, written by D. Chua, based on lectures by J. Miller, 2016, University of Cambridge.
- With Solutions
- Without Solutions
Probability and Measure, by J. Miller, 2016, University of Cambridge.
Real Analysis, by E. Carneiro, 2020, International Centre for Theoretical Physics.